-55.1%
MTZ vs EME
-27.0%
-28.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.3% | +1.3% | +1.4% |
| 7D | +12.9% | +4.3% | +8.6% | +8.4% |
| 30D | -8.5% | -14.4% | +5.8% | +6.1% |
| 3M | -30.6% | -18.3% | -12.3% | -16.0% |
| 6M | -55.1% | -28.3% | -26.8% | -37.4% |
| All | -55.1% | -27.0% | -28.1% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded EME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling